DFQTX vs. DFISX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA International Small Company Portfolio (DFISX).
DFQTX is managed by Dimensional. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
DFQTX vs. DFISX - Performance Comparison
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DFQTX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
DFISX DFA International Small Company Portfolio | 1.00% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than DFISX's 1.00% return. Over the past 10 years, DFQTX has outperformed DFISX with an annualized return of 12.92%, while DFISX has yielded a comparatively lower 7.99% annualized return.
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
DFISX
- 1D
- 3.03%
- 1M
- -7.73%
- YTD
- 1.00%
- 6M
- 5.20%
- 1Y
- 30.54%
- 3Y*
- 15.42%
- 5Y*
- 6.89%
- 10Y*
- 7.99%
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DFQTX vs. DFISX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Return for Risk
DFQTX vs. DFISX — Risk / Return Rank
DFQTX
DFISX
DFQTX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and DFA International Small Company Portfolio (DFISX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DFQTX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.99 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.56 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.34 | -0.98 |
Martin ratioReturn relative to average drawdown | 6.35 | 9.16 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFQTX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.99 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.44 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.50 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Correlation
The correlation between DFQTX and DFISX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFQTX vs. DFISX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than DFISX's 3.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
DFISX DFA International Small Company Portfolio | 3.11% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
DFQTX vs. DFISX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFISX.
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Drawdown Indicators
| DFQTX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -60.66% | +1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.96% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -35.06% | +12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -43.00% | +5.79% |
Current DrawdownCurrent decline from peak | -5.96% | -9.09% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -11.69% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.05% | -0.32% |
Volatility
DFQTX vs. DFISX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 5.24%, while DFA International Small Company Portfolio (DFISX) has a volatility of 6.81%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.81% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 10.46% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.63% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 15.80% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.13% | +2.14% |